983 resultados para modeling implied volatility


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In the present paper, a multifluid model of two-phase flows with pulverized-coal combustion, based on a continuum-trajectory model with reacting particle phase, is developed and employed to simulate the 3-D turbulent two-phase hows and combustion in a new type of pulverized-coal combustor with one primary-air jet placed along the wall of the combustor. The results show that: (1) this continuum-trajectory model with reacting particle phase can be used in practical engineering to qualitatively predict the flame stability, concentrations of gas species, possibilities of slag formation and soot deposition, etc.; (2) large recirculation zones can be created in the combustor, which is favorable to the ignition and flame stabilization.

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An efficient method for solving the spatially inhomogeneous Boltzmann equation in a two-term approximation for low-pressure inductively coupled plasmas has been developed. The electron distribution function (EDF), a function of total electron energy and two spatial coordinates, is found self-consistently with the static space-charge potential which is computed from a 2D fluid model, and the rf electric field profile which is calculated from the Maxwell equations. The EDF and the spatial distributions of the electron density, potential, temperature, ionization rate, and the inductive electric field are calculated and discussed. (C) 1996 American Institute of Physics.

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Based upon the spatially inhomogeneous Boltzmann equation in two-term approximation coupled with electromagnetic and fluid model analysis for the recently developed inductively coupled plasma sources, a self-consistent electron kinetic model is developed. The electron distribution function, spatial distributions of the electron density and ionization rate are calculated and discussed.

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Using a variational method, a general three-dimensional solution to the problem of a sliding spherical inclusion embedded in an infinite anisotropic medium is presented in this paper. The inclusion itself is also a general anisotropic elastic medium. The interface is treated as a thin interface layer with interphase anisotropic properties. The displacements in the matrix and the inclusion are expressed as polynomial series of the cartesian coordinate components. Using the virtual work principle, a set of linear algebraic equations about unknown coefficients are obtained. Then the general sliding spherical inclusion problem is accurately solved. Based on this solution, a self-consistent method for sliding polycrystals is proposed. Combining this with a two-dimensional model of an aggregate polycrystal, a systematic analysis of the mechanical behaviour of sliding polycrystals is given in detail. Numerical results are given to show the significant effect of grain boundary sliding on the overall mechanical properties of aggregate polycrystals.

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In order to understand the mechanism of the incipient spallation in rolled metals, a one dimensional statistical mode1 on evolution of microcracks in spallation was proposed. The crack length appears to be the fundamental variable in the statistical description. Two dynamic processes, crack nucleation and growth, were involved in the model of damage evolution. A simplified case was examined and preliminary correlation to experimental observations of spallation was made.